All of his actions in the movie are a progression of resistance. Resistance to conformity, resistance to oppression, to injustice, to incarceration, to death itself. His stone carvings, his rock hobby, his banking abilities, and in the end, his long term tunneling all indicate and reinforce the resistance I just mentioned.
As he turns into a library builder who annoys the state into funding it, he also helps other inmates work on their individualism. I'd say it's a consistent theme throughout the story.
This is a good question and the movie is great. I think Andy shows his individualism in that the is different than the other inmates. He knows this and it shows. Not for a second does he conform. For instance, he really knows that he is innocent. He also never loses hope. He does not become "institutionalized" like the others. This point becomes very clear as we find out that he has been planning his escape for many years! A scene that nicely show his individualism is when he plays music for the whole jail in a sublime part of the movie. He refuses to be what he is not.